-99.7%
FCUV vs LTH
+152.0%
-251.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.7% | -5.3% | -6.4% |
| 7D | -63.8% | -4.0% | -59.8% | -62.8% |
| 30D | -14.7% | -1.7% | -13.0% | -13.2% |
| 3M | +65.3% | +28.0% | +37.3% | +56.9% |
| 6M | -68.5% | +54.1% | -122.6% | -72.2% |
| YTD | -83.0% | +57.1% | -140.1% | -85.0% |
| 1Y | -94.4% | +45.8% | -140.2% | -95.0% |
| 3Y | -99.3% | +157.6% | -256.8% | -99.5% |
| All | -99.7% | +152.0% | -251.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling